Related papers: A note on the Malliavin-Sobolev spaces
In this paper we provide new conditions for the Malliavin differentiability of solutions of Lipschitz or quadratic BSDEs. Our results rely on the interpretation of the Malliavin derivative as a G{\^a}teaux derivative in the directions of…
In this paper we present a new characterization of Sobolev spaces on Euclidian spaces ($\mathbb{R}^n$). Our characterizing condition is obtained via a quadratic multiscale expression which exploits the particular symmetry properties of…
In this article, the authors establish a new characterization of the Musielak--Orlicz--Sobolev space on $\mathbb{R}^n$, which includes the classical Orlicz--Sobolev space, the weighted Sobolev space and the variable exponent Sobolev space…
The aim of this note is to explain in which sense an axiomatic Sobolev space over a general metric measure space (\`a la Gol'dshtein-Troyanov) induces - under suitable locality assumptions - a first-order differential structure.
In this paper we connect Calder\'on and Zygmund's notion of $L^p$\- -differentiability with some recent characterizations of Sobolev spaces via the asymptotics of non-local functionals due to Bourgain, Brezis, and Mironescu. We show how the…
We provide new characterizations of Sobolev ad BV spaces in doubling and Poincare metric spaces in the spirit of the Bourgain-Brezis-Mironescu and Nguyen limit formulas holding in domains of R^N.
We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…
In this paper we study Triebel-Lizorkin-type spaces with variable smoothness and integrability. We show that our space is well-defined, i.e., independent of the choice of basis functions and we obtain their atomic characterization. Moreover…
We establish characterization of $H^1$ Sobolev spaces by certain square functions, improving previous results.
We introduce a large class of concentrated $p$-L\'{e}vy integrable functions approximating the unity, which serves as the core tool from which we provide a nonlocal characterization of Sobolev spaces and the space of functions of bounded…
We introduce a new family of refined Sobolev-Malliavin spaces that capture the integrability in time of the Malliavin derivative. We consider duality in these spaces and derive a Burkholder type inequality in a dual norm. The theory we…
We give a characterization of metric space valued Sobolev maps in terms of weak* derivatives. This corrects a previous result by Haj{\l}asz and Tyson.
This paper presents three new families of fractional Sobolev spaces and their accompanying theory in one-dimension. The new construction and theory are based on a newly developed notion of weak fractional derivatives, which are natural…
An apparently new concept of maximal mean difference quotient is defined for functions in the Lebesgue space $L_{loc}(R^n)$. Our definitions are meaningful for vector valued functions on general measure metric spaces as well and seem to…
Malliavin calculus provides a characterization of the centered model in regularity structures that is stable under removing the small-scale cut-off. In conjunction with a spectral gap inequality, it yields the stochastic estimates of the…
We establish the Malliavin differentiability of McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise under the global Lipschitz assumption in the space variable and the measure variable. Our result gives also meaning…
This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to…
Compactness is one of the most versatile tools in the analysis of nonlinear PDEs and systems. Usually, compactness is established by means of some embedding theorem between functional spaces. Such theorems, in turn, rely on appropriate…
In this paper we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability…
Motivated by an open question going back to P.Malliavin and P.-A.Meyer (and closely related to the foundational work of S.Watanabe) on whether Malliavin-Watanabe-Sobolev regularity admits a characterization in terms of a holomorphic Laplace…